But I do

Love is not pity. 

There is a fine line between the two concepts, though we sometimes fail to see it.

That was what Jessa and Allison told Penny. They explained that the accompaniment of love is compassion and that many people often confuse these feelings for various reasons. They believed Penny was kind and cherished this man as a friend from the past, but they also warned her:

[If you do not see them as people you could keep around as friends or spouses or bond with, do not go out of your way to assist them, because that could send a very confusing message.]

That was the summary of Jessa and Allison's advice to Penny, whom they believed was confused about her feelings. Not that they were blaming Penny. This was the first time Penny had thought of this or faced a dilemma like this one, so they understood her confusion.